I imported an image that looks like this:

But it comes out looking like this:

I used this palette hex:
000000 555555 FF0000 FF8800 FFFF00 88FF00 00FF00 00FF88 00FFFF 0088FF 0000FF 8800FF FF00FF FF0088 AAAAAA FFFFFF
But it thinks that FF00FF is the default color and it doesn't see FFFFFF as the transparent. I got Color and Transparency styles on. Am I doing something wrong?
Edit: I was doing something wrong! I just needed to export the images as PNGs. The colors and transparency were correct.